Trading Metrics calculated at close of trading on 17-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
1,219.5 |
1,226.2 |
6.7 |
0.5% |
1,205.0 |
High |
1,234.0 |
1,231.5 |
-2.5 |
-0.2% |
1,234.0 |
Low |
1,218.1 |
1,224.0 |
5.9 |
0.5% |
1,196.8 |
Close |
1,227.1 |
1,230.2 |
3.1 |
0.3% |
1,230.2 |
Range |
15.9 |
7.5 |
-8.4 |
-52.8% |
37.2 |
ATR |
15.6 |
15.0 |
-0.6 |
-3.7% |
0.0 |
Volume |
257,887 |
153,151 |
-104,736 |
-40.6% |
1,033,010 |
|
Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.1 |
1,248.1 |
1,234.3 |
|
R3 |
1,243.6 |
1,240.6 |
1,232.3 |
|
R2 |
1,236.1 |
1,236.1 |
1,231.6 |
|
R1 |
1,233.1 |
1,233.1 |
1,230.9 |
1,234.6 |
PP |
1,228.6 |
1,228.6 |
1,228.6 |
1,229.3 |
S1 |
1,225.6 |
1,225.6 |
1,229.5 |
1,227.1 |
S2 |
1,221.1 |
1,221.1 |
1,228.8 |
|
S3 |
1,213.6 |
1,218.1 |
1,228.1 |
|
S4 |
1,206.1 |
1,210.6 |
1,226.1 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.9 |
1,318.3 |
1,250.7 |
|
R3 |
1,294.7 |
1,281.1 |
1,240.4 |
|
R2 |
1,257.5 |
1,257.5 |
1,237.0 |
|
R1 |
1,243.9 |
1,243.9 |
1,233.6 |
1,250.7 |
PP |
1,220.3 |
1,220.3 |
1,220.3 |
1,223.8 |
S1 |
1,206.7 |
1,206.7 |
1,226.8 |
1,213.5 |
S2 |
1,183.1 |
1,183.1 |
1,223.4 |
|
S3 |
1,145.9 |
1,169.5 |
1,220.0 |
|
S4 |
1,108.7 |
1,132.3 |
1,209.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.0 |
1,196.8 |
37.2 |
3.0% |
13.6 |
1.1% |
90% |
False |
False |
206,602 |
10 |
1,237.3 |
1,194.5 |
42.8 |
3.5% |
12.7 |
1.0% |
83% |
False |
False |
209,616 |
20 |
1,264.9 |
1,194.5 |
70.4 |
5.7% |
13.1 |
1.1% |
51% |
False |
False |
225,651 |
40 |
1,264.9 |
1,182.6 |
82.3 |
6.7% |
14.0 |
1.1% |
58% |
False |
False |
199,614 |
60 |
1,264.9 |
1,129.9 |
135.0 |
11.0% |
13.9 |
1.1% |
74% |
False |
False |
138,842 |
80 |
1,264.9 |
1,127.2 |
137.7 |
11.2% |
14.6 |
1.2% |
75% |
False |
False |
105,246 |
100 |
1,343.9 |
1,127.2 |
216.7 |
17.6% |
15.6 |
1.3% |
48% |
False |
False |
85,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,263.4 |
2.618 |
1,251.1 |
1.618 |
1,243.6 |
1.000 |
1,239.0 |
0.618 |
1,236.1 |
HIGH |
1,231.5 |
0.618 |
1,228.6 |
0.500 |
1,227.8 |
0.382 |
1,226.9 |
LOW |
1,224.0 |
0.618 |
1,219.4 |
1.000 |
1,216.5 |
1.618 |
1,211.9 |
2.618 |
1,204.4 |
4.250 |
1,192.1 |
|
|
Fisher Pivots for day following 17-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
1,229.4 |
1,225.3 |
PP |
1,228.6 |
1,220.3 |
S1 |
1,227.8 |
1,215.4 |
|